Awarded #1 Hedge Fund Recruiter Globally | 2025/26

Specialist Expertise Across the Hedge Fund Industry

Our consultants combine deep market knowledge with established networks across the strategies and functions that define modern hedge fund talent.

Core Specialism

Quantitative Strategies

Our quantitative practice is the deepest in the market. We work with the world's leading systematic hedge funds, proprietary trading firms, and multi-strategy platforms to place researchers, developers, and portfolio managers across every major quantitative discipline. From statistical arbitrage and systematic macro to high-frequency trading and machine learning, we understand the technical nuances that separate a good hire from a transformative one.

Systematic Equities Statistical Arbitrage Quantitative Macro Fixed Income & Rates Systematic Credit Options & Volatility ETFs & Index Rebalancing Quant Event-Driven Convertible Arbitrage Systematic Commodities High-Frequency Trading Market Making Execution & Electronic Trading Alternative Data Machine Learning & AI Trading Digital Assets

Typical Roles We Place

Quantitative Researchers
Quantitative Portfolio Managers
Quantitative Developers
Systematic Traders
Alpha Researchers
Signal Researchers

Investment Strategies

Discretionary Macro

We partner with global macro funds, multi-strategy platforms, and sovereign wealth-adjacent vehicles to source portfolio managers, traders, and analysts who navigate rates, currencies, commodities, and cross-asset themes. Our network spans the full macro spectrum, from directional conviction traders to relative value specialists, across developed and emerging markets.

Directional Macro Relative Value Interest Rates Foreign Exchange Fixed Income Commodities Emerging Markets Inflation Trading Sovereign Credit Cross-Asset Options & Volatility Geopolitical Strategies

Typical Roles We Place

Macro Portfolio Managers
Rates Traders
FX Traders & Strategists
Macro Analysts
EM Specialists
Cross-Asset Strategists

Engineering & Infrastructure

Technology

Hedge fund technology is a distinct discipline. The engineers, architects, and leaders we place understand latency-sensitive environments, regulatory constraints, and the pressure of managing production systems that directly impact P&L. We recruit across the full technology stack, from front-office quant developers writing pricing models to the infrastructure teams building the platforms that support them.

Technology Leadership Software Engineering Data Engineering Quant & Front-Office Development Trading Systems Low-Latency & C++ Engineering AI & Machine Learning Cloud & Infrastructure Platform Engineering, DevOps & SRE Cybersecurity Linux & Systems Engineering Network Engineering

Typical Roles We Place

CTOs & Heads of Technology
Quant Developers
Low-Latency C++ Engineers
Data Engineers & Scientists
ML Engineers
Platform & DevOps Engineers

Physical & Financial Markets

Commodities

Our commodities practice covers both physical and financial markets across energy, metals, agriculture, and environmental products. We work with commodity-focused hedge funds, multi-strategy platforms with dedicated commodity pods, and specialist trading houses. The talent we place combines deep market knowledge with quantitative rigour, whether they are trading physical crude or running systematic commodity models.

Oil & Products Natural Gas Power Carbon Biofuels Metals Freight Agriculture & Softs

Typical Roles We Place

Commodity Portfolio Managers
Energy Traders
Metals & Mining Analysts
Physical Commodity Traders
Commodity Researchers
Structured Products Specialists

Fundamental & Systematic

Equities

We recruit across the full spectrum of equity strategies, from fundamental long/short stock pickers to systematic equity market-neutral teams. Our network includes portfolio managers, sector analysts, and traders operating across global equity markets. Whether a fund is building a new equity pod or strengthening an existing desk, we deliver candidates who combine investment acumen with the operational discipline that multi-strategy platforms demand.

Long/Short Equity & Index Vol Event Driven/Risk Arb Index Rebal Delta One

Typical Roles We Place

Equity Portfolio Managers
Sector Analysts
Event-Driven Specialists
Equity Traders
Volatility Traders
Delta One Traders

Governance & Controls

Risk Management

Risk professionals in hedge funds sit at the intersection of investment, technology, and governance. We place risk managers who understand the complexity of multi-strategy portfolios, the quantitative tools used to measure and mitigate exposure, and the regulatory landscape shaping the industry. From CROs and heads of risk to quantitative risk analysts and model validators, our candidates protect capital while enabling performance.

Investment Quantitative Operational Counterparty Risk/Liquidity

Typical Roles We Place

Chief Risk Officers
Heads of Risk
Quantitative Risk Analysts
Operational Risk Managers
Model Validation Specialists
Compliance Officers

Ready to find your next alpha?

Whether you're building a world-class team or searching for the role that defines your career, we're ready to help.

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